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X03F.DE vs. SYBB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X03F.DE vs. SYBB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond UCITS ETF (X03F.DE) and SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, X03F.DE achieves a -0.38% return, which is significantly higher than SYBB.DE's -0.92% return. Over the past 10 years, X03F.DE has outperformed SYBB.DE with an annualized return of -0.56%, while SYBB.DE has yielded a comparatively lower -0.63% annualized return.


X03F.DE

1D
0.02%
1M
-1.17%
6M
-0.74%
YTD
-0.38%
1Y
0.10%
3Y*
2.02%
5Y*
-2.62%
10Y*
-0.56%

SYBB.DE

1D
-0.41%
1M
-1.81%
6M
-1.32%
YTD
-0.92%
1Y
-0.39%
3Y*
1.86%
5Y*
-2.75%
10Y*
-0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X03F.DE vs. SYBB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X03F.DE
Xtrackers II Eurozone Government Bond UCITS ETF
-0.38%0.74%1.51%6.93%-18.40%-3.32%4.70%6.75%0.83%-0.13%
SYBB.DE
SPDR Bloomberg Euro Government Bond UCITS ETF Dist
-0.92%0.84%1.47%6.82%-18.49%-3.36%4.68%6.72%0.84%-0.08%

Correlation

The correlation between X03F.DE and SYBB.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2011

0.93

Over the past year, the correlation between X03F.DE and SYBB.DE has dropped to 0.70 - well below their long-term average of 0.93, suggesting their price drivers have been diverging.

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Return for Risk

X03F.DE vs. SYBB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

X03F.DE
X03F.DE Risk / Return Rank: 1010
Overall Rank
X03F.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
X03F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
X03F.DE Omega Ratio Rank: 99
Omega Ratio Rank
X03F.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
X03F.DE Martin Ratio Rank: 1111
Martin Ratio Rank

SYBB.DE
SYBB.DE Risk / Return Rank: 99
Overall Rank
SYBB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBB.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SYBB.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

X03F.DE vs. SYBB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (X03F.DE) and SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


X03F.DESYBB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.01

0.99

+0.02

Calmar ratioReturn relative to maximum drawdown

0.03

-0.11

+0.14

Martin ratioReturn relative to average drawdown

0.07

-0.30

+0.37

X03F.DE vs. SYBB.DE - Sharpe Ratio Comparison

The current X03F.DE Sharpe Ratio is 0.02, which is higher than the SYBB.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of X03F.DE and SYBB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

X03F.DE vs. SYBB.DE - Drawdown Comparison

The maximum X03F.DE drawdown since its inception was -22.47%, roughly equal to the maximum SYBB.DE drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for X03F.DE and SYBB.DE.


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Drawdown Indicators


X03F.DESYBB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.47%

-22.70%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-3.64%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-3.97%

-3.99%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

-21.74%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

-22.70%

+0.23%

Current Drawdown

Current decline from peak

-14.42%

-15.05%

+0.63%

Average Drawdown

Average peak-to-trough decline

-6.15%

-6.11%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.28%

+0.18%

Volatility

X03F.DE vs. SYBB.DE - Volatility Comparison

The current volatility for Xtrackers II Eurozone Government Bond UCITS ETF (X03F.DE) is 1.16%, while SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) has a volatility of 1.29%. This indicates that X03F.DE experiences smaller price fluctuations and is considered to be less risky than SYBB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X03F.DESYBB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.29%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

4.32%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.93%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

6.40%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

5.44%

-0.18%

X03F.DE vs. SYBB.DE - Expense Ratio Comparison

X03F.DE has a 0.09% expense ratio, which is lower than SYBB.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

X03F.DE vs. SYBB.DE - Dividend Comparison

X03F.DE's dividend yield for the trailing twelve months is around 2.31%, less than SYBB.DE's 2.37% yield.


PositionTTM20252024202320222021202020192018201720162015
SYBB.DE
SPDR Bloomberg Euro Government Bond UCITS ETF Dist
2.37%2.13%1.45%0.76%0.18%0.08%0.28%0.59%0.66%0.73%0.82%1.26%
X03F.DE
Xtrackers II Eurozone Government Bond UCITS ETF
2.31%2.20%2.01%1.84%3.07%1.88%0.30%0.34%0.61%0.83%1.12%0.48%

Frequently Asked Questions


X03F.DE and SYBB.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X03F.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X03F.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for SYBB.DE.

X03F.DE tracks iBoxx® EUR Sovereigns Eurozone, while SYBB.DE tracks Bloomberg Euro Treasury Bond. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.09% for X03F.DE and 0.10% for SYBB.DE.

Portfolio Optimizer

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